+33.5%
PEG vs EL
-30.9%
+64.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | +1.0% | +1.7% | -0.7% | +0.9% |
| 30D | -1.9% | +15.5% | -17.4% | -2.9% |
| 3M | -3.7% | +20.6% | -24.2% | -5.0% |
| 6M | -9.4% | +10.5% | -19.9% | -10.3% |
| YTD | -6.0% | -1.9% | -4.1% | -6.4% |
| 1Y | -4.4% | +16.1% | -20.4% | -6.1% |
| 3Y | +33.5% | -30.2% | +63.8% | +36.2% |
| All | +33.5% | -30.9% | +64.5% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling